Universe
Active US equities only. ETFs, crypto, commodities, index benchmark records, and listings outside the US market are excluded from this index.
Signal Validation
Market Dynamics Performance Index
A concept-validation index for US equities, testing whether first Market Dynamics Buy signals identify productive weekly setups. Entries and exits are research pointers for a shortlist, not a follow-along strategy.
Index Value
483.76
Total Return
383.76%
CAGR
56.75%
Annualized from first index week
Edge vs Market
+34.30%/yr
Beats SPY on CAGR
Risk Adjusted
Sharpe 2.67
Sortino 5.20
Current Holdings
1122
Transactions
10714
Avg 3054.8/yr ·
254.6/mo ·
58.7/wk
Exit Mix
4796
Stop 41.3% ·
Warning 58.4%
· Other 0.3%
Method
How The Index Works
The index is a weekly, equal-weighted signal-validation model for US equities. It starts at 100.00 on the first transaction week after 1 Jan 2023 and is rebuilt from stored weekly closes, Market Dynamics buy signals, and Smart Money warning data to test the Market Dynamics concept over time.
Entry Rule
A stock enters at that week’s stored weekly close on the first Market Dynamics Buy signal while the stock is not already held. New entries are blocked if that same week has a Reversal Risk or Reversal Danger Warning.
Exit Rule
A position exits at the weekly close on the first Reversal Risk Warning. It also exits if the weekly close falls 20% or more below the original entry close.
Return Math
Each active holding contributes equally. The weekly index return is the average weekly close-to-close return of all positions active during that week, then compounded into the index value.
Assumptions
- This index is designed to validate the Market Dynamics signal concept, not to serve as a mechanical follow-along strategy.
- Only the first actionable Market Dynamics Buy signal opens a position while the stock is flat.
- Weekly entries and exits may help identify stocks for a research shortlist, but they are not portfolio instructions.
- New positions are not opened on weeks with Reversal Risk or Reversal Danger Warnings.
- Reversal Danger blocks new entries, but the Market Dynamics index exits only on Reversal Risk or the 20% entry drawdown rule.
- Positions are closed at the last valid close if a 5x or larger weekly close scale break indicates a price-data unit change.
- Transaction prices are the stored weekly closes for the entry or exit week, except price scale-break exits, which use the last valid close.
- Returns are shown before transaction costs, bid-ask spreads, slippage, taxes, and other implementation frictions.
Weekly Index
Cumulative Value
Latest Week
Positions In And Out
New Positions In
Entries at weekly close
AKTX
NASDAQ · Akari Therapeutics PLC
13.88
MD 1.03 · Market Dynamics Buy Signal
ALG
NYSE · Alamo Group Inc
161.48
MD 0.27 · Market Dynamics Buy Signal
ALXO
NASDAQ · Alx Oncology Holdings
2.13
MD 0.03 · Market Dynamics Buy Signal
AOS
NYSE · Smith AO Corporation
60.44
MD 0.00 · Market Dynamics Buy Signal
ARAI
NASDAQ · Arrive AI Inc.
0.42
MD 0.40 · Market Dynamics Buy Signal
ATR
NYSE · AptarGroup Inc
125.53
MD 0.18 · Market Dynamics Buy Signal
BFAM
NYSE · Bright Horizons Family Solutions Inc
73.31
MD 0.11 · Market Dynamics Buy Signal
BUR
NYSE · Burford Capital Ltd
4.19
MD 0.14 · Market Dynamics Buy Signal
GIB
NYSE · CGI Inc
67.06
MD 0.07 · Market Dynamics Buy Signal
GLXG
NASDAQ · Galaxy Payroll Group Limited Ordinary Shares
1.46
MD 0.15 · Market Dynamics Buy Signal
HAVA
NASDAQ · Harvard Ave Acquisition Corporation Class A Ordinary Share
10.12
MD 1.35 · Market Dynamics Buy Signal
JLHL
NASDAQ · Julong Holding Limited Class A Ordinary Shares
11.73
MD 0.44 · Market Dynamics Buy Signal
LAFA
NASDAQ · LaFayette Acquisition Corp. Ordinary Share
10.11
MD 1.51 · Market Dynamics Buy Signal
MKC-V
NYSE · McCormick & Company Incorporated
50.81
MD 0.15 · Market Dynamics Buy Signal
MMTX
NASDAQ · Miluna Acquisition Corp Class A Ordinary Share
10.15
MD 2.50 · Market Dynamics Buy Signal
MNDO
NASDAQ · MIND CTI Ltd
1.06
MD 0.16 · Market Dynamics Buy Signal
PEW
NYSE · GrabAGun Digital Holdings Inc.
2.96
MD 0.21 · Market Dynamics Buy Signal
RPD
NASDAQ · Rapid7 Inc
11.17
MD 1.18 · Market Dynamics Buy Signal
SAFX
NASDAQ · XCF Global, Inc. Class A Common Stock
0.55
MD 0.24 · Market Dynamics Buy Signal
SKIN
NASDAQ · Beauty Health Co
0.91
MD 0.21 · Market Dynamics Buy Signal
SKYX
NASDAQ · SKYX Platforms Corp
1.27
MD 0.09 · Market Dynamics Buy Signal
STIM
NASDAQ · Neuronetics Inc
1.76
MD 0.50 · Market Dynamics Buy Signal
TTEK
NASDAQ · Tetra Tech Inc
30.99
MD 0.06 · Market Dynamics Buy Signal
USPH
NYSE · U.S. Physical Therapy, Inc.
72.54
MD 0.07 · Market Dynamics Buy Signal
VRDN
NASDAQ · Viridian Therapeutics Inc
19.74
MD 0.12 · Market Dynamics Buy Signal
WRAP
NASDAQ · Wrap Technologies Inc
2.46
MD 0.26 · Market Dynamics Buy Signal
WVVI
NASDAQ · Willamette Valley Vineyards Inc
2.93
MD 1.08 · Market Dynamics Buy Signal
XTLB
NASDAQ · XTL Biopharmaceuticals Ltd ADR
2.91
MD 0.77 · Market Dynamics Buy Signal
Positions Out
Closed at weekly close
APWC
NASDAQ · Asia Pacific Wire & Cable Corp Ltd
1.53
20% entry drawdown · -23.12%
BIRD
NASDAQ · Allbirds Inc
3.13
20% entry drawdown · -33.15%
BYRN
NASDAQ · Byrna Technologies Inc
3.87
20% entry drawdown · -44.55%
CE
NYSE · Celanese Corporation
46.92
20% entry drawdown · -20.19%
CHGG
NYSE · Chegg Inc
0.85
20% entry drawdown · -23.79%
CWH
NYSE · Camping World Holdings Inc
6.22
20% entry drawdown · -22.06%
GAME
NASDAQ · GameSquare Holdings Inc.
0.31
20% entry drawdown · -31.37%
JEM
NASDAQ · 707 Cayman Holdings Limited Ordinary Shares
0.54
20% entry drawdown · -64.86%
LVO
NASDAQ · LiveOne Inc
5.23
20% entry drawdown · -24.64%
OMEX
NASDAQ · Odyssey Marine Exploration Inc
0.71
20% entry drawdown · -22.37%
WATT
NASDAQ · Energous Corporation
17.99
20% entry drawdown · -27.25%
Live Book
Current Holdings
Ticker
Entry
Last Close
Return
Signal
MD
ROC
RS
IRDM
NASDAQ · Iridium Communications Inc
13 Feb 202622.96
50.06
118.07%
Buy
1.17
-
-
IRIX
NASDAQ · IRIDEX Corporation
11 Jul 20251.01
1.10
8.91%
Buy
0.18
-
-
IRWD
NASDAQ · Ironwood Pharmaceuticals Inc
14 Nov 20253.14
4.47
42.36%
Buy
1.80
-
-
ITGR
NYSE · Integer Holdings Corp
9 Jan 202684.31
93.68
11.11%
Buy
0.12
-
-
JACK
NASDAQ · Jacktel AS
26 Jun 202613.81
14.89
7.82%
Buy
0.34
-
-
JAKK
NASDAQ · JAKKS Pacific Inc
10 Oct 202517.03
22.73
33.51%
Buy
0.14
-
-
JBLU
NASDAQ · JetBlue Airways Corp
18 Jul 20254.41
5.76
30.61%
Buy
0.09
-
-
JBSS
NASDAQ · John B Sanfilippo & Son Inc
4 Jul 202562.49
87.17
39.50%
Buy
0.16
-
-
JCTC
NASDAQ · Jewett-Cameron Trading Company Ltd.
1 May 20262.00
2.52
26.00%
Buy
0.66
-
-
JEF
NYSE · Jefferies Financial Group Inc
22 May 202651.98
52.09
0.21%
Buy
0.24
-
-
JHX
NYSE · James Hardie Industries PLC ADR
12 Dec 202520.62
24.79
20.22%
Buy
0.05
-
-
JILL
NYSE · J.Jill Inc
26 Jun 202615.89
16.29
2.52%
Buy
0.40
-
-
JJSF
NASDAQ · J & J Snack Foods Corp
26 Jun 202675.75
76.49
0.98%
Buy
0.23
-
-
JL
NASDAQ · J-Long Group Limited
29 Nov 20243.13
5.94
89.78%
Buy
1.04
-
-
JLHL
NASDAQ · Julong Holding Limited Class A Ordinary Shares
10 Jul 202611.73
11.73
New
Entry week
Buy
0.44
-
-
JMSB
NASDAQ · John Marshall Bancorp Inc
30 May 202517.01
21.84
28.36%
Buy
0.09
-
-
JRVR
NASDAQ · James River Group Holdings Ltd
18 Apr 20254.25
4.56
7.27%
Buy
0.11
-
-
JWEL
NASDAQ · Jowell Global Ltd.
23 Aug 20241.36
2.01
47.54%
Buy
0.12
-
-
JYNT
NASDAQ · The Joint Corp
16 Jan 20269.93
8.99
-9.47%
Buy
0.44
-
-
KBR
NYSE · KBR Inc
26 Jun 202633.37
35.47
6.29%
Buy
0.03
-
-
KCHV
NASDAQ · Kochav Defense Acquisition Corp. Class A Ordinary Shares
27 Feb 202610.22
10.36
1.37%
Buy
0.56
-
-
KD
NYSE · Kyndryl Holdings Inc
22 May 202612.29
11.97
-2.60%
Buy
0.22
-
-
KDP
NASDAQ · Keurig Dr Pepper Inc
1 May 202628.89
31.67
9.62%
Buy
0.12
-
-
KELYA
NASDAQ · Kelly Services A Inc
8 May 20269.79
13.55
38.35%
Buy
0.13
-
-
KELYB
NASDAQ · Kelly Services B Inc
30 Jan 202613.63
23.95
75.74%
Buy
0.43
-
-
KFFB
NASDAQ · Kentucky First Federal Bancorp
15 Nov 20242.56
5.00
95.31%
Buy
0.23
-
-
KFII
NASDAQ · K&F Growth Acquisition Corp. II Class A Ordinary shares
10 Oct 202510.25
10.57
3.12%
Buy
0.01
-
-
KFRC
NYSE · Kforce Inc.
21 Nov 202528.80
54.63
89.69%
Buy
0.14
-
-
KGEI
NASDAQ · Kolibri Global Energy Inc. Common stock
20 Feb 20263.94
4.88
23.86%
Buy
0.88
-
-
KHC
NASDAQ · Kraft Heinz Co
27 Mar 202621.66
24.85
14.75%
Buy
0.02
-
-
Ledger
Transaction History
Date
Action
Ticker
Price
Reason
Return
Qualifiers
10 Jul 2026
Entry
AKTX
NASDAQ · Akari Therapeutics PLC
13.88
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.03
10 Jul 2026
Entry
ALG
NYSE · Alamo Group Inc
161.48
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.27
10 Jul 2026
Entry
ALXO
NASDAQ · Alx Oncology Holdings
2.13
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.03
10 Jul 2026
Entry
AOS
NYSE · Smith AO Corporation
60.44
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.00
10 Jul 2026
Exit
APWC
NASDAQ · Asia Pacific Wire & Cable Corp Ltd
1.53
20% entry drawdown
-23.12%
Entry 19 Jun 2026
1.99
10 Jul 2026
Entry
ARAI
NASDAQ · Arrive AI Inc.
0.42
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.40
10 Jul 2026
Entry
ATR
NYSE · AptarGroup Inc
125.53
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.18
10 Jul 2026
Entry
BFAM
NYSE · Bright Horizons Family Solutions Inc
73.31
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.11
10 Jul 2026
Exit
BIRD
NASDAQ · Allbirds Inc
3.13
20% entry drawdown
-33.15%
Entry 19 Jun 2026
4.68
10 Jul 2026
Entry
BUR
NYSE · Burford Capital Ltd
4.19
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.14
10 Jul 2026
Exit
BYRN
NASDAQ · Byrna Technologies Inc
3.87
20% entry drawdown
-44.55%
Entry 3 Jul 2026
6.97
10 Jul 2026
Exit
CE
NYSE · Celanese Corporation
46.92
20% entry drawdown
-20.19%
Entry 13 Feb 2026
58.79
10 Jul 2026
Exit
CHGG
NYSE · Chegg Inc
0.85
20% entry drawdown
-23.79%
Entry 1 May 2026
1.12
10 Jul 2026
Exit
CWH
NYSE · Camping World Holdings Inc
6.22
20% entry drawdown
-22.06%
Entry 12 Jun 2026
7.98
10 Jul 2026
Exit
GAME
NASDAQ · GameSquare Holdings Inc.
0.31
20% entry drawdown
-31.37%
Entry 22 May 2026
0.46
10 Jul 2026
Entry
GIB
NYSE · CGI Inc
67.06
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.07
10 Jul 2026
Entry
GLXG
NASDAQ · Galaxy Payroll Group Limited Ordinary Shares
1.46
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.15
10 Jul 2026
Entry
HAVA
NASDAQ · Harvard Ave Acquisition Corporation Class A Ordinary Share
10.12
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.35
10 Jul 2026
Exit
JEM
NASDAQ · 707 Cayman Holdings Limited Ordinary Shares
0.54
20% entry drawdown
-64.86%
Entry 15 May 2026
1.54
10 Jul 2026
Entry
JLHL
NASDAQ · Julong Holding Limited Class A Ordinary Shares
11.73
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.44
10 Jul 2026
Entry
LAFA
NASDAQ · LaFayette Acquisition Corp. Ordinary Share
10.11
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.51
10 Jul 2026
Exit
LVO
NASDAQ · LiveOne Inc
5.23
20% entry drawdown
-24.64%
Entry 22 May 2026
6.94
10 Jul 2026
Entry
MKC-V
NYSE · McCormick & Company Incorporated
50.81
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.15
10 Jul 2026
Entry
MMTX
NASDAQ · Miluna Acquisition Corp Class A Ordinary Share
10.15
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 2.50
10 Jul 2026
Entry
MNDO
NASDAQ · MIND CTI Ltd
1.06
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.16
10 Jul 2026
Exit
OMEX
NASDAQ · Odyssey Marine Exploration Inc
0.71
20% entry drawdown
-22.37%
Entry 6 Jun 2025
0.91
10 Jul 2026
Entry
PEW
NYSE · GrabAGun Digital Holdings Inc.
2.96
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.21
10 Jul 2026
Entry
RPD
NASDAQ · Rapid7 Inc
11.17
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 1.18
10 Jul 2026
Entry
SAFX
NASDAQ · XCF Global, Inc. Class A Common Stock
0.55
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.24
10 Jul 2026
Entry
SKIN
NASDAQ · Beauty Health Co
0.91
Market Dynamics Buy Signal
-
Market Dynamics Buy
MD 0.21